The paper explores the empirical relationship between the share of pension funds assets
invested in stocks and stock market volatility in OECD markets. For this purpose, by using …

We investigate the empirical relationship between aggregate mutual fund flows and stock
market volatility in Asian emerging markets by providing a comparative analysis of equity …

We examine contemporaneous and dynamic relationship among equity fund flows, market
returns, and market risk in China by applying structural vector autoregression (SVAR) and …

In this paper we empirically evaluate the widespread belief of managers that income
smoothing results into lower stock market risk. Multivariate regressions confirm that a …

Emeklilik fonlar?, i) uzun vadeli yat? r? m perspektifine sahip olmas?, ii) finansal
piyasalardaki oynakl??? uzun vadeye yayarak absorbe edebilmesi, ve iii) yat? r? mlar? n …

The growth of mutual fund industry has shown a remarkable increase since past few years.
The current study reviews the performance and role of mutual funds at both micro and macro …

In this paper, we examine the dynamics of the price change-trading volume relation at the
aggregate market/index level. We introduce the use of a novel “volume dispersion” measure …

Using a unique daily database, we investigate the short-run dynamic relation between
institutional trades and stock price volatility in an individual investor dominated emerging …

The paper explores the empirical relationship between the share of pension funds' assets
invested in stocks and stock market volatility in OECD markets. For this purpose, by using …

The article presents a study which examines the relationship between institutional trading
activity and volatility of share prices, as reflected by the Financial Times--Actuaries All Share …